Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.664 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 50831.28 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Anic Portfolio¶

Today¶

Return: 0.131 %¶

This Week¶

Return: 0.131 %¶

Total portfolio value¶

Return including deposits: 66.365 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
INVISIO 15 -0.620000 3592.500000 30.000000 0.840000 3562.500000
Hexagon B 26 -0.410000 3438.500000 27.300000 0.800000 3411.200000
Hexatronic Group 15 3.830000 1091.100000 23.400000 2.190000 1067.700000
Orrön Energy 170 -2.220000 2060.400000 19.550000 0.960000 2040.850000
Nederman Holding 1 -0.460000 215.000000 16.000000 8.040000 199.000000
Vitec Software Group B 2 -0.980000 1115.000000 14.000000 1.270000 1101.000000
Sagax A 4 0.000000 896.000000 12.000000 1.360000 884.000000
Sagax B 4 -1.020000 893.200000 10.000000 1.130000 883.200000
Addnode Group B 7 -1.510000 912.100000 9.100000 1.010000 903.000000
Profoto Holding 7 -0.710000 590.800000 8.800000 1.510000 581.999999
Platzer Fastigheter Holding B 12 -0.620000 956.400000 7.200000 0.760000 949.200000
Latour B 4 -2.590000 858.000000 4.000000 0.470000 854.000000
HEXPOL B 8 -0.580000 959.200000 4.000000 0.420000 955.200000
Sandvik 4 -1.070000 849.200000 3.600000 0.430000 845.600000
JM 7 -1.090000 951.300000 3.500000 0.370000 947.800000
ASSA ABLOY B 4 -1.150000 994.000000 3.200000 0.320000 990.800000
Atrium Ljungberg B 5 -0.440000 904.500000 3.000000 0.330000 901.500000
Alimak Group 12 0.120000 1006.800000 2.400000 0.240000 1004.400000
Hennes & Mauritz B 6 -1.030000 910.800000 0.840000 0.090000 909.960000
SKF B 5 -1.360000 978.000000 0.000000 0.000000 978.000000
Biotage 1 -6.970000 146.800000 -0.700000 -0.470000 147.500000
Gränges 10 4.020000 1035.000000 -1.000000 -0.100000 1036.000000
AcadeMedia 20 -1.060000 974.000000 -1.600000 -0.160000 975.600000
Hoist Finance 36 0.720000 1006.200000 -1.800000 -0.180000 1008.000000
BioGaia B 8 -2.090000 898.400000 -4.000000 -0.440000 902.400000
Eastnine 6 -1.450000 652.800000 -4.200000 -0.640000 657.000000
Byggmax Group 33 -2.090000 959.640000 -5.280000 -0.550000 964.920000
BHG Group 109 -5.740000 1413.730000 -5.450000 -0.380000 1419.180000
EQT 4 -2.300000 865.200000 -5.600000 -0.640000 870.800000
Catena 2 -0.500000 798.000000 -5.600000 -0.700000 803.600000
Vitrolife 3 -2.020000 669.000000 -8.000000 -1.180000 677.000001
OX2 12 -4.170000 896.400000 -10.200000 -1.130000 906.600000
Investor B 3 -1.350000 645.900000 -12.100000 -1.840000 657.999999
Creaspac SPAC 40 -0.730000 3800.000000 -24.000000 -0.630000 3824.000000
VEF 788 -2.400000 1858.100000 -39.400000 -2.080000 1897.504000
Balco Group 39 -2.330000 1801.800000 -73.200000 -3.900000 1874.999997
Sedana Medical 93 -1.380000 2665.380000 -318.200000 -10.670000 2983.577733
TOTAL 45259.150000 -318.440000 -4.33408% 45577.591729

Updated:¶

'2023-06-19 13:34:11.531479'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶